Head: Research, Analytics & Data
Riskmetrics Group
Management of development teams responsible for quantitative research and analytical programming at RiskMetrics Group.Team of 50+ people in UK, mainland Europe, NY and OK.Lead architect for distributed analytics platform. Personal focus on computationally-expensive asset classes, particularly RMBS/ABS.Collaboration with Microsoft during pilot program of Azure.Established academic links in US and UK. Industrial partner for EU-funded ESPRIT program in mathematical methods for finance with MBS, UK.· External speaker on grid and cloud computing, financial engineering, asset-backed securities.Wide experience of review of technical assets in potential M&A transactions.Development of models and code for factor derivation, risk analytics, asset pricing, portfolio construction and optimisation.